Ticker Options Intelligence

LINC options intelligence

Lincoln Educational Services options pressure, expected move, strike concentration, and Sharemaestro trend context.

Conviction 47 Market data through 31 Jul 2026 Checked 1 Aug 2026 23:51 · complete available chain

Volatility expansion watch

Volatility pressure

LINC currently carries volatility options pressure with a 47/100 conviction score. The nearest-chain expected move is 14.8%, with volume/open-interest participation at 0.01.

Options Intelligence Opportunities Bullish confirmation Risks Unusual flow Vol expansion Repeated pressure Compare Chart Weekly report
Primary read Volatility

Volatility expansion watch

Expected move 14.8%

Wider near-term move priced

Activity / OI 0.01

Current volume is quieter versus prior open interest

Put-call 0.22

Call-side skew

Trend fit 32

Options are not fully confirming trend

Weekly backdrop +3.2%

RS 21.8

Expected move 14.8%
Put-call volume 0.22
Volume / OI 0.01
Reference IV 0.76
Max pain 45.00
Underlying 41.82
Nearest expiry 21 Aug 2026
Contracts 112

Research Brief

LINC has a volatility chain read with 47/100 evidence alignment.

The practical question is whether the underlying confirms the options concentration. The chain prices a reference range of 35.62–48.02; The largest call open-interest concentration is 75.00; the largest put concentration is 35.00. The most active strike by current volume is 75.00.

Priced range35.62–48.02
Call concentration75.00
Put concentration35.00
Max pain reference45.00
What would confirm it
  • A clear directional pressure reading develops and price begins to agree.
What would weaken it
  • Volatility falls and the chain remains directionally mixed.
  • Options and the weekly trend are not yet giving the same message.
  • Front-expiry volatility is rich, so the signal may be event-driven and vulnerable to volatility compression.

Priced Move

Where the chain says movement becomes exceptional

Size, not direction · through 21 Aug

Options imply 35.62 to 48.02. Max pain at 45.00 sits inside that range, 7.6% above spot.

Spot Max pain
35.6241.82 ± 6.2048.02
Confirmation level

A close beyond 48.02 or below 35.62 at the 21 Aug expiry would exceed the move currently priced by this chain.

Important limitation

The range is a pricing reference, not a forecast; volatility can reprice sharply after news or as expiry approaches.

Score Construction

Why conviction is 47/100

Evidence alignment, not probability

Pressure is 68/100 toward calls; conviction uses its strength, while the signal label carries its direction.

Directional pressure68 × 42%
+28.5

How strongly activity leans toward calls or puts.

Participation2 × 22%
+0.5

Volume relative to existing open interest and contract-level activity.

Trend agreement32 × 26%
+8.4

How closely the chain read agrees with the underlying trend backdrop.

Volatility93 × 10%
+9.3

The intensity of implied volatility and the priced move.

Reconstructed score46.7Matches stored calculation

Positioning by Strike

Where open interest and current activity concentrate

Full strike map

The largest call open-interest concentration is 75.00; the largest put concentration is 35.00. The most active strike by current volume is 75.00. Open-interest concentrations show where positions exist; they are not proven support, resistance or dealer exposure.

Put open interestStrikeCall open interest
0
22.50-46.2%
0
0
25.00-40.2%
0
40
30.00-28.3%
0
1175
35.00-16.3%
34
480
40.00-4.4%
14
10
45.007.6%
197
60
50.0019.6%
790
5
55.0031.5%
52
0
60.0043.5%
380
1
65.0055.4%
1
0
70.0067.4%
16
0
75.0079.3%
1108
Nearest spot strike Max pain strikeBars show relative OI within this expiry

Volatility Curve

Front-loaded volatility

1.25× front/back

Near-term options are materially richer than later expirations, consistent with concentrated event or immediate-risk pricing.

0.76 21 Aug 21d
0.67 18 Sep 49d
0.62 18 Dec 140d
0.60 19 Mar 231d

Volatility by Strike

Upside optionality premium

Nearest expiry, within 20% of spot

Out-of-the-money calls carry higher implied volatility than comparable puts, indicating richer upside optionality.

35
40
45
50
Put IV Call IV

Historical Replay

How matured reads behaved through expiry

0 directional observations

Forward validation is building. The earliest eligible stored read expires 21 Aug 2026; its result will appear after the matched closing reference is stored.

Directional follow-through-
Moves contained by pricing-
Average expiry move-
Validation readiness
  • Versioned calculationv2 observations only
  • Independent entryone read per market session
  • Point-in-time referencerequired at entry
  • Matched expiry closereported only after maturity

Only v2 snapshots with a point-in-time market reference are eligible. Each observation uses one read per market session and the first weekly close on or immediately after expiry. It is an evidence audit, not an executable strategy or evidence of future performance.

Evidence Quality

High

A100/100
Retained chain100%
Implied volatility100%
Two-sided quotes100%
Open interest100%
Chain status
Complete available chain
Market date
31 Jul 2026
Calculation
v2.0
Contracts
112 / 112
  • No material coverage gap was detected in the retained chain.

Aggregate chain data supports concentration, participation and pricing analysis. It does not identify trade aggressor, opening versus closing activity, multi-leg intent or dealer inventory.

Options Intent Radar

Earnings/event positioning

88/100
Primary intent Earnings/event positioning

Options activity is concentrated around a live event window, so the cleanest read is event positioning rather than pure direction.

Flow vs price divergence Volatility flow versus price

Options are pricing movement more than direction; compare expected move with the stock's actual weekly change.

Why this matters

Earnings/event positioning matters because it connects the options headline to the actual evidence: $7880 of estimated gross traded notional, calls · 91+ days · otm, and a volatility flow versus price backdrop. Use it as a research priority signal, then validate the chart, liquidity, event calendar, and risk before acting.

Options pressure+68
1W price+3.2%
Call premium69%
Put premium31%
Notional split C 69% / P 31% Estimated gross traded notional uses volume × contract multiplier × midpoint, or last price when no valid midpoint is available.
Freshness 0.01 Volume divided by open interest across the visible chain.
Trend fit 32/100 Agreement between options pressure and Sharemaestro market context.
Event window 10 Aug Matched earnings event is 8 days away.
Aggregate chain data does not identify trade aggressor or opening versus closing activity; call/put concentration is not proof of market direction.
Conviction clusters Calls · 91+ days · OTM
Calls · 91+ days · OTM calls cluster with 16 contracts traded, $4765 estimated gross traded notional, and 60% of visible notional.
$4765
Puts · 46-90 days · OTM puts cluster with 8 contracts traded, $2440 estimated gross traded notional, and 31% of visible notional.
$2440
Calls · 8-21 days · ITM calls cluster with 1 contracts traded, $405 estimated gross traded notional, and 5% of visible notional.
$405
Calls · 8-21 days · OTM calls cluster with 19 contracts traded, $270 estimated gross traded notional, and 3% of visible notional.
$270

Setup Classification

Opportunity and risk frame

Context, not advice
Warning Volatility expansion

The tape is pricing or displaying unusually elevated activity.

Warning Event-risk setup

Expected move or upcoming earnings makes the setup more event-sensitive.

Negative Options disagreement

Options positioning is not confirming the underlying trend context.

Activity Anomaly

Warming up

-

3 of 10 completed market sessions are available. More session history is needed before activity can be compared with a reliable normal.

Baseline: 3 completed sessions

Volume rank-
Volume/OI rank-
IV rank-

Market Context

Underlying confirmation

Sharemaestro weekly
Close41.82
1W+3.2%
RS21.8
Fair value+113.1%
Options pressure68
Speculation2
Volatility93
Trend fit32

Today Versus Normal

Stored-options context

View history
Expected move 14.8% history building
30d avg - · 3/10 sessions -
90d avg - · 3/30 sessions -
180d avg - · 3/60 sessions -
IV 0.76 history building
30d avg - · 3/10 sessions -
90d avg - · 3/30 sessions -
180d avg - · 3/60 sessions -
Put-call 0.22 history building
30d avg - · 3/10 sessions -
90d avg - · 3/30 sessions -
180d avg - · 3/60 sessions -
Volume/OI 0.01 history building
30d avg - · 3/10 sessions -
90d avg - · 3/30 sessions -
180d avg - · 3/60 sessions -

Pressure Trail

Recent pressure and volatility

Open trail
29 Jul 11:06 Mixed
Pressure 17
Move 17.9%
30 Jul 10:54 Volatility
Pressure 72
Move 17.3%
31 Jul 12:52 Volatility
Pressure 70
Move 15.6%
31 Jul 14:32 Mixed
Pressure 8
Move 14.7%
1 Aug 05:52 Volatility
Pressure 68
Move 15.3%
1 Aug 22:51 Volatility
Pressure 68
Move 14.8%

Strike Map

Where activity is clustering

Full strike map
Strike22.50
Calls · V 0 · OI 0
Puts · V 0 · OI 0
Strike25.00
Calls · V 0 · OI 0
Puts · V 0 · OI 0
Strike30.00
Calls · V 0 · OI 0
Puts · V 0 · OI 40
Strike35.00
Calls · V 0 · OI 34
Puts · V 0 · OI 1175
Strike40.00
Calls · V 1 · OI 14
Puts · V 0 · OI 480
Strike45.00
Calls · V 1 · OI 197
Puts · V 0 · OI 10
Strike50.00
Calls · V 0 · OI 790
Puts · V 0 · OI 60
Strike55.00
Calls · V 0 · OI 52
Puts · V 0 · OI 5

Term Structure

Expiration activity

Volume and IV
Expiry21 Aug 2026
Contracts24
Avg IV0.76
Put-call-
Expiry18 Sep 2026
Contracts34
Avg IV0.67
Put-call-
Expiry18 Dec 2026
Contracts28
Avg IV0.62
Put-call-
Expiry19 Mar 2027
Contracts26
Avg IV0.60
Put-call-

Skew

Call/put IV balance

OTM demand
21 Aug 2026Balanced skew
Call IV0.81
Put IV0.77
Skew-0.04
18 Sep 2026Balanced skew
Call IV0.66
Put IV0.69
Skew0.03
18 Dec 2026Balanced skew
Call IV0.61
Put IV0.66
Skew0.05
19 Mar 2027Balanced skew
Call IV0.59
Put IV0.63
Skew0.04

Contract Tape

Most active contracts

Full contract tape
ContractLINC260821C00075000
SideCall
Expiry21 Aug 2026
Strike75.00
Volume18
OI1108
IV0.87
ContractLINC261218C00050000
SideCall
Expiry18 Dec 2026
Strike50.00
Volume10
OI41
IV0.58
ContractLINC260918P00040000
SidePut
Expiry18 Sep 2026
Strike40.00
Volume8
OI123
IV0.67
ContractLINC261218C00055000
SideCall
Expiry18 Dec 2026
Strike55.00
Volume6
OI102
IV0.57
ContractLINC260821C00045000
SideCall
Expiry21 Aug 2026
Strike45.00
Volume1
OI197
IV0.75
ContractLINC260821C00040000
SideCall
Expiry21 Aug 2026
Strike40.00
Volume1
OI14
IV0.77
ContractLINC260821P00035000
SidePut
Expiry21 Aug 2026
Strike35.00
Volume-
OI1175
IV0.70
ContractLINC260821C00050000
SideCall
Expiry21 Aug 2026
Strike50.00
Volume-
OI790
IV0.81